Soc. Generale Call 36 NEOEN 20.09.2024
/ DE000SW3XMH7
Soc. Generale Call 36 NEOEN 20.09.../ DE000SW3XMH7 /
| 13/09/2024 09:27:55 |
Chg.-0.010 |
Bid17:29:59 |
Ask17:29:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
0.230
Bid Size: 10,000 |
-
Ask Size: - |
Neoen SA |
36.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW3XMH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.34 |
| Parity: |
0.27 |
| Time value: |
0.01 |
| Break-even: |
38.80 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
13.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+36.84% |
| YTD |
|
|
+36.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.260 |
| 1M High / 1M Low: |
0.280 |
0.260 |
| 6M High / 6M Low: |
0.600 |
0.038 |
| High (YTD): |
31/05/2024 |
0.600 |
| Low (YTD): |
28/02/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.205 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
28.66% |
| Volatility 6M: |
|
227.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
